Mid-session IV Report July 2, 2021

Mid-session IV Report July 2, 2021

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: PRVB MNKD CLVS CANO GPRO AMD SPCE

Popular stocks with increasing volume: SPCE F WMT WBA CLOV SOFI

Option IV and volume movers

Virgin Galactic Holdings (SPCE) July weekly call option implied volatility is at 320, July is at 170; compared to its 52-week range of 75 to 230 after space flight news. Call put ratio 2.1 calls to 1 put as shares rally 11%.

Tesla (TSLA) 30-day option implied volatility is at 56; compared to its 52-week range of 47 to 129 after release of Q2 car deliveries report. Call put ratio 1.3 calls to 1 put.

Ford (F) 30-day option implied volatility is at 40; compared to its 52-week range of 37 to 76. Call put ratio 4.6 calls to 1 put.

General Motors (GM) 30-day option implied volatility is at 29; compared to its 52-week range of 29 to 66. Call put ratio 2.7 calls to 1 put.

FANG Option IV

Facebook (FB) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 55. Call put ratio 3.3 calls to 1 put.

Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 62. Call put ratio 4.2 calls to 1 put with focus on July 120 and 130 calls.

Netflix (NFLX) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 69. Call put ratio 3.4 calls to 1 put.

Alphabet (GOOG) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 49 as shares rally 1%.

Amazon (AMZN) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 64 as shares trade above $3446.

Microsoft (MSFT) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 49. Call put ratio 2 calls to 1 put as shares rally 1%.

Increasing unusual option volume: OPTT BSQR KDP MCRB WISH
Increasing unusual call option volume: OPTT KDP BSQR VCVC WISH
Increasing unusual put option volume: SWBI ASAN HSBC BUD COTY
Options with decreasing option implied: SWBI INO ATOS WISH EXPR
Active options: AAPL TSLA SPCE AMC NIO BA AMD NVDA FB MSFT MU BABA F WISH AMZN WMT WBA CLOV SOFI